E-mini S&P 500 Future June 2009

Trading Metrics calculated at close of trading on 29-Jan-2009

Day Change Summary
	Previous	Current
	28-Jan-2009	29-Jan-2009	Change	Change %	Previous Week
Open	836.00	863.00	27.00	3.2%	855.00
High	871.75	865.00	-6.75	-0.8%	861.25
Low	835.50	837.00	1.50	0.2%	794.25
Close	868.00	839.25	-28.75	-3.3%	820.00
Range	36.25	28.00	-8.25	-22.8%	67.00
ATR	31.74	31.68	-0.05	-0.2%	0.00
Volume	2,585	6,433	3,848	148.9%	38,075

Daily Pivots for day following 29-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	931.00	913.25	854.75
R3	903.00	885.25	847.00
R2	875.00	875.00	844.50
R1	857.25	857.25	841.75	852.00
PP	847.00	847.00	847.00	844.50
S1	829.25	829.25	836.75	824.00
S2	819.00	819.00	834.00
S3	791.00	801.25	831.50
S4	763.00	773.25	823.75

Weekly Pivots for week ending 23-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	1,026.25	990.00	856.75
R3	959.25	923.00	838.50
R2	892.25	892.25	832.25
R1	856.00	856.00	826.25	840.50
PP	825.25	825.25	825.25	817.50
S1	789.00	789.00	813.75	773.50
S2	758.25	758.25	807.75
S3	691.25	722.00	801.50
S4	624.25	655.00	783.25

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	871.75	796.00	75.75	9.0%	30.75	3.7%	57%	False	False	3,667
10	871.75	794.25	77.50	9.2%	35.25	4.2%	58%	False	False	6,928
20	939.25	794.25	145.00	17.3%	31.25	3.7%	31%	False	False	5,075

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.70
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	984.00
2.618	938.25
1.618	910.25
1.000	893.00
0.618	882.25
HIGH	865.00
0.618	854.25
0.500	851.00
0.382	847.75
LOW	837.00
0.618	819.75
1.000	809.00
1.618	791.75
2.618	763.75
4.250	718.00

Fisher Pivots for day following 29-Jan-2009
Pivot	1 day	3 day
R1	851.00	850.00
PP	847.00	846.50
S1	843.25	842.75

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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